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	param	t-stat
$m$	21
$α$	0.1768	0.10
$β$	0.6588	5.21
$γ$	-0.1768	-0.05
$λ_{1}$	10.0000	0.16
$λ_{2}$	0.3899	0.18
$λ_{3}$	0.6101	0.40

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Ishii Iron Works Co Ltd ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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